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Analysis and Transmission

of Signals
Chapter 03

Lecture 05
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Signal Energy, Parsevals Theorem
Parsevals theorem gives an alternative method to
evaluate energy in frequency domain instead of time
domain.
In other words energy is conserved in both domains
Consider an energy signal g(t), Parsevals Theorem
states that
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Spectral Density
The spectral density of a signal characterizes the
distribution of the signals energy or power in the
frequency domain.

This concept is particularly important when considering
filtering in communication systems while evaluating the
signal and noise at the filter output.

The Energy Spectral Density (ESD) or the Power
Spectral Density (PSD) is used in the evaluation of the
signals
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Energy Spectral Density (cont)
Energy spectral density describes the signal energy per
unit bandwidth measured in joules/hertz.
The energy spectral density (ESD) (t) is thus defined
as


2
) ( ) ( e e G
g
=

} }


= = df f d E
g g g
) ( ) (
2
1
e e
t
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Energy of modulated signals
The AM signal is

And the fourier transform will be


The ESD of the modulated signal will be (t)
is [(w)]
2
( ) ( ) t w t g t
0
cos =
( ) ( ) ( ) | |
0 0
2
1
w w G w w G w + + = u
( ) ( ) ( )
2
0 0
4
1
w w G w w G w + + = +

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Energy of modulated signals (cont)
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If w
0
2B, then G(w+w
0
) and G(w-w
0
) are
nonoverlapping and





Observe that the area under modulated signal is half the
area under baseband signal
( ) ( ) ( ) | |
2
0
2
0
4
1
w w G w w G w + + = +

( ) ( ) ( ) | |
0 0
4
1
w w w w w
g g
+ + + + = +

g
E E
2
1
=

Energy of modulated signals (cont)


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Time Autocorrelation Function
and ESD
For a real signal the autocorrelation function
g(t) is defined as


Notice that

The auto correlation function is an even function
}


+ = dt t g t g
g
) ( ) ( ) ( t t
) ( ) ( t t =
g g
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Time Autocorrelation Function
and ESD (cont)
The ESD is the Fourier Transform of the
correlation
{ }
2
) ( ) ( e t G
g
=
) ( ) ( e t
g
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Correlation & Convolution
Close appearance of correlation and convolution








Actually autocorrelation is convolution of
}


+ = dt t g t g
g
) ( ) ( ) ( t t
}


= - t t t d t g g t g t g ) ( ) ( ) ( ) (
}


= - dt t g t g g g ) ( ) ( ) ( ) ( t t t
}


+ = - dt t g t g g g ) ( ) ( ) ( ) ( t t t
) ( ) ( ) ( t t t - = g g
g
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ESD of the Input and the Output
If g(t) and y(t) are the input and the
corresponding output of LTI system, then

Therefore

This shows that


Thus, output signal ESD is |H(w)|
2
the input
signal ESD
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Signal Power and Power Spectral
Density
The power P
g
of a real signal g(t) is given by



We take a truncated signal g
T
(t)
The integral on the right hand side will be the
energy of the truncated signal, thus


T
E
P
T
g
T g
= lim
}


=
2
2
2
) (
1
lim
T
T
T
g
dt t g
T
P
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Power Spectral Density (cont)
The truncated signal is an energy signal as long
as T is finite.
From Parsevals theoram



The power of the signal is given by

( ) ( ) dw w G dt t g E
T T g
T
2
2
2
1
} }


= =
t
T
E
P
T
g
T g
= lim
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Where


S
g
(w) is the Power Spectral Density of Power Signal,
Which is actually the time average of ESD
( )
dw
T
w G
P
T
T g
2
lim
2
1
}



=
t
( )
( )
2
lim
T
w G
w S
T
T g
=
( ) ( )df w S dw w S P
g g g
} }


= =
0
2
2
1
t
Power Spectral Density (cont)
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Time Autocorrelation
Time Autocorrelation Function of Power Signals





For real signals this function is even as the
autocorrelation of energy signals
}


+ = 9
2
2
) ( ) (
1
lim ) (
T
T
T
g
d t g t g
T
t t t
) ( ) ( t t 9 = 9
g g
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Time Autocorrelation (cont)
For energy signals the ESD is the Fourier transform of
the autocorrelation

A similar result applies to power signals

Because
) ( ) ( e t
g
T
gT
T
g
) (
lim ) (
t
t

= 9
{ }
2
) ( ) ( e t G
g
=
{ } ) (
) (
lim ) (
2
e
e
t
g
T
T
g
S
T
G
= = 9

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PSD of Input and Output
We Know

then
) ( ) ( ) ( e e e G H Y =
2 2 2
) ( ) ( ) ( e e e G H Y =
) (
) (
lim ) (
2
e
e
e
g
T
T
g
S
T
G
= = 9

) ( ) ( ) (
2
e e e
g y
S H S =
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PSD of Modulated Signals
The modulated signal can be represented by


Its Fourier transform
t t g t
0
cos ) ( ) ( e =
| | ) ( ) (
2
1
) (
0 0
e e e e e

+ + =
g g
S S S
g
P P
2
1
=

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Proof



The Fourier transform of (time shifting)


Mathematical Proof (correlation)
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Questions?